Actually there's plenty of modules for PHP; many of them are distributed as part of the PHP core. For example, the cURL extension. Compile PHP with the --with-curl option and you get cURL; otherwise you don't.

The difference is that PHP extensions tend to vomit their entire API into the global namespace.

The embedded Perl interpreter for PHP I mentioned earlier is a compiled PHP extension module. It happens to be one that is not bundled with PHP itself, and also a rare example of an object-oriented one, which manages to avoid polluting the global namespace much.